Everyone likes to receive gifts (yes, even you Dave). What makes it nice is that people think about you when they probably should be thinking about something else. Dave Roland recently went to Alaska on a vacation and sent Shayna and I a postcard. While he was off seeing the caribou and enjoying himself, he thought of us and sent us a postcard from the "Northern-most Mexican restaurant in North America". We loved the card. Truly, it really is the thought that matters.
When giving a gift to a guy, we see things as bigger = better or even more true, expensive = better. In economics this was called signaling. To show your love to a woman at proposal you would get the most expensive ring you could afford. This is partly for the woman(diamonds are, after all, a girls best friend), but it's more for the man. It represents what he is worth, as well as telling the world, and the girl, how much he loves her.
Girls, from my experience, however don't think this way. While the occasional big gift is great, they would prefer lots of smaller gifts. To them, the fact that you put thought into lots of things means more. The actual value of them doesn't mean as much.
The key to gift giving to Shayna is like an onion, layers (Shout out to Shrek for the metaphor!). The gift I give her is just the initial gift. She needs to pull back the layers to reveal other gifts.
The key to giving the multiple gifts is that you don't actually line up a bunch of gifts. You give her one and then it should unravel. If she doesn't find it, don't say anything. She eventually will, and when she does she will love it all the more.
Here are some examples: On Shayna and I's 1 month anniversarry (dating), I gave her a framed picture of us from a dance we had attended (ironically enough she had given me the exact same picture in a different frame). Inside the frame though, I put a second picture of just me behind the first picture. On the back of that picture, I wrote a poem to her. I never told her about the items in the frame.
A second example would be jewelry. If you were to give a necklace or errings, buy a jewelry box to hold them. Then just present the box. Even leave it in it's own casing so it looks like it's never been opened.
All of this leads into the second rule of gift giving. An unexpected gift at an unexpected time (Forget what movie this came from). If you set these "gift landmines", you essentially are giving gifts multiple times in the year, but only have to come up with it at one time.